Is it somehow not practical to have several bigger pins for power that can handle more current than to have literally hundreds of pins dedicated to power? A surprising percentage of the pins on a modern Intel chip do nothing more than power the chip. The traditional pair of +Vcc and GND pins just can't cut it, apparently, and no wonder with some chips drawing over 100W of power.
Not too long ago video cards started taking a direct feed from the PSU rather than relying on the PCI or PCIe bus. It's surprising the same thing hasn't happened to high-power integrated circuits.